+12,389.9%
AMD vs LHX
+8,736.2%
+3,653.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | +6.5% | -0.6% | +7.1% | +6.9% |
| 30D | -15.3% | +16.5% | -31.7% | -21.9% |
| 3M | +9.7% | -4.3% | +14.0% | +11.2% |
| 6M | +13.2% | -7.1% | +20.3% | +14.3% |
| YTD | +140.6% | -4.8% | +145.4% | +137.9% |
| 1Y | +111.2% | -5.5% | +116.7% | +109.5% |
| 3Y | +334.4% | +60.5% | +274.0% | +220.0% |
| 5Y | +268.3% | +36.4% | +231.9% | +182.6% |
| 10Y | +8,077.9% | +223.6% | +7,854.3% | +3,593.2% |
| All | +12,389.9% | +8,736.2% | +3,653.7% | +1,055.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling